NOVICE ALERT!

I'm missing something very basic I think. I have an m-audio delta-66
sound card and breakout box installed on a winxp pro machine.

Playing audio files works fine but I'm at a loss as to how to record
something. The delta 66 manual shows several recording setups all of
them involving external equipment like guitars, preamps or whatever.

I want to record sound from NPR (National Public Radio) from their web
pages or any of a number of other online sources. So in my case the
sources are on the same computer as the delt66.

All recording setups described in the manual involve plugging stuff
into 1 and 2 in sockets on breakout box. So when the sound src is on
the same computer how do I tell delta 66 to listen to that source?

Does something need to be plugged into the in sockets on breakout box?
If so, from where?